JNJ vs. USD
JNJ (Johnson & Johnson) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, JNJ returned 10.44%/yr vs 54.19%/yr for USD. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
JNJ vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 25.25% return, which is significantly lower than USD's 50.25% return. Over the past 10 years, JNJ has underperformed USD with an annualized return of 10.44%, while USD has yielded a comparatively higher 54.19% annualized return.
JNJ
- 1D
- 0.21%
- 1M
- 0.93%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 59.50%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
USD
- 1D
- 1.44%
- 1M
- -16.99%
- 6M
- 34.80%
- YTD
- 50.25%
- 1Y
- 84.35%
- 3Y*
- 87.71%
- 5Y*
- 55.02%
- 10Y*
- 54.19%
- ALL TIME*
- 28.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.09B | $2.09B | $1.99B | |
| $68.86M | $72.62M | $95.81M |
JNJ vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
USD ProShares Ultra Semiconductors | 50.25% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between JNJ and USD is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | -0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.24 |
The correlation between JNJ and USD shifts across timeframes, from -0.27 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. USD — Risk / Return Rank
JNJ
USD
JNJ vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and ProShares Ultra Semiconductors (USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNJ | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.22 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 2.16 | +3.30 |
| Martin ratioReturn relative to average drawdown | 15.18 | 6.21 | +8.97 |
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Drawdowns
JNJ vs. USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for JNJ and USD.
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Drawdown Indicators
| JNJ | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -88.63% | +37.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -39.33% | +28.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -64.46% | +48.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -77.85% | +59.44% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -77.85% | +50.48% |
Current DrawdownCurrent decline from peak | -4.07% | -30.59% | +26.52% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -32.23% | +20.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 13.62% | -9.69% |
Volatility
JNJ vs. USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 8.48%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 28.19% | -19.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 61.13% | -46.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 73.80% | -55.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 78.73% | -61.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 70.38% | -51.63% |
Dividends
JNJ vs. USD - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.04%, more than USD's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
USD ProShares Ultra Semiconductors | 0.39% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
JNJ and USD have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.19%) compared to JNJ (8.48%). In terms of maximum drawdown, JNJ dropped -50.67% vs USD's -88.63%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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